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pep8 conversion on python algorithms #2 (#7933)

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* pep8 conversion

* more

* Minor fix

* Fix related regression algorithm

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-18 04:36:53 +08:00
committed by GitHub
parent c2bea3c173
commit 784e497691
25 changed files with 466 additions and 466 deletions
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Algorithm.Python/BasicTemplateFrameworkAlgorithm.py
+18 -18
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@@ -22,39 +22,39 @@ from AlgorithmImports import *
class BasicTemplateFrameworkAlgorithm(QCAlgorithm):
'''Basic template framework algorithm uses framework components to define the algorithm.'''
def Initialize(self):
''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
def initialize(self):
'''initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
# Set requested data resolution
self.UniverseSettings.Resolution = Resolution.Minute
self.universe_settings.resolution = Resolution.MINUTE
self.SetStartDate(2013,10,7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2013,10,7) #Set Start Date
self.set_end_date(2013,10,11) #Set End Date
self.set_cash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
# Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
# Futures Resolution: Tick, Second, Minute
# Options Resolution: Minute Only.
symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
symbols = [ Symbol.create("SPY", SecurityType.EQUITY, Market.USA) ]
# set algorithm framework models
self.SetUniverseSelection(ManualUniverseSelectionModel(symbols))
self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(minutes = 20), 0.025, None))
self.set_universe_selection(ManualUniverseSelectionModel(symbols))
self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes = 20), 0.025, None))
# We can define how often the EWPCM will rebalance if no new insight is submitted using:
# Resolution Enum:
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel(Resolution.Daily))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(Resolution.DAILY))
# timedelta
# self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel(timedelta(2)))
# self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(timedelta(2)))
# A lamdda datetime -> datetime. In this case, we can use the pre-defined func at Expiry helper class
# self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel(Expiry.EndOfWeek))
# self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(Expiry.END_OF_WEEK))
self.SetExecution(ImmediateExecutionModel())
self.SetRiskManagement(MaximumDrawdownPercentPerSecurity(0.01))
self.set_execution(ImmediateExecutionModel())
self.set_risk_management(MaximumDrawdownPercentPerSecurity(0.01))
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
self.debug("numpy test >>> print numpy.pi: " + str(np.pi))
def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Filled:
self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
def on_order_event(self, order_event):
if order_event.status == OrderStatus.FILLED:
self.debug("Purchased Stock: {0}".format(order_event.symbol))